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  • Effects of the central bank’s communications in Colombia. A content analysis

    Publicación |

    We carry out a reading analysis that consists of two elements. First, we observe the coherence between monetary policy actions and press releases. In this case, we found that inflation and growth are significant themes in the adoption of the policy measures between September 2004 and March 2016…

  • An Alternative Methodology for Estimating Credit Quality Transition Matrices

    Publicación |

    This study presents an alternative way of estimating credit transition matrices using a hazard function model. The model is useful both for testing the validity of the Markovian assumption, frequently made in credit rating applications, and also for estimating transition matrices conditioning on…